In this thesis we focus on Stochastic combinatorial Optimization Problems (SCOPs), a wide class of combinatorial optimization problems under uncertainty, where part of the information about the problem data is unknown at the planning stage, but some knowledge about its probability distribution is assumed.
Optimization problems under uncertainty are complex and difficult, and often classical algorithmic approaches based on mathematical and dynamic programming are able to solve only very small problem instances. For this reason, in recent years metaheuristic algorithms such as Ant Colony Optimization, Evolutionary Computation, Simulated Annealing, Tabu Search and others, are emerging as successful alternatives to classical approaches.
In this thesis, metaheuristics that have been applied so far to SCOPs are introduced and the related literature is thoroughly reviewed. In particular, two properties of metaheuristics emerge from the survey: they are a valid alternative to exact classical methods for addressing real-sized SCOPs, and they are flexible, since they can be quite easily adapted to solve different SCOPs formulations, both static and dynamic. On the base of the current literature, we identify the following as the key open issues in solving SCOPs via metaheuristics:
(1) the design and integration of ad hoc, fast and effective objective function approximations inside the optimization algorithm;
(2) the estimation of the objective function by sampling when no closed-form expression for the objective function is available, and the study of methods to reduce the time complexity and noise inherent to this type of estimation;
(3) the characterization of the efficiency of metaheuristic variants with respect to different levels of stochasticity in the problem instances.
We investigate the above issues by focusing in particular on a SCOP belonging to the class of vehicle routing problems: the Probabilistic Traveling Salesman Problem (PTSP). For the PTSP, we consider the Ant Colony Optimization metaheuristic and we design efficient local search algorithms that can enhance its performance. We obtain state-of-the-art algorithms, but we show that they are effective only for instances above a certain level of stochasticity, otherwise it is more convenient to solve the problem as if it were deterministic.
The algorithmic variants based on an estimation of the objective function by sampling obtain worse results, but qualitatively have the same behavior of the algorithms based on the exact objective function, with respect to the level of stochasticity. Moreover, we show that the performance of algorithmic variants based on ad hoc approximations is strongly correlated with the absolute error of the approximation, and that the effect on local search of ad hoc approximations can be very degrading.
Finally, we briefly address another SCOP belonging to the class of vehicle routing problems: the Vehicle Routing Problem with Stochastic Demands (VRPSD). For this problem, we have implemented and tested several metaheuristics, and we have studied the impact of integrating in them different ad hoc approximations.
| Identifer | oai:union.ndltd.org:BICfB/oai:ulb.ac.be:ETDULB:ULBetd-06122006-183200 |
| Date | 29 June 2006 |
| Creators | Bianchi, Leonora |
| Contributors | Dorigo, Marco |
| Publisher | Universite Libre de Bruxelles |
| Source Sets | Bibliothèque interuniversitaire de la Communauté française de Belgique |
| Language | English |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://theses.ulb.ac.be/ETD-db/collection/available/ULBetd-06122006-183200/ |
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